Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2014/iii/paper-66/2/b/solution
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 66 2 b Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-06
The Dahlquist equivalence theorem states that a consistent linear multistep method is convergent for suitably consistent starting values exactly when it is zero-stable. The root condition for a multistep method requires every root of to lie in the closed unit disk, with every unit-modulus root simple.
The roots are and . Thus is necessary; is excluded because it gives a double root at one. At , the two unit roots are distinct, so the endpoint is allowed. Combined with part (a), this provesAssume a locally Lipschitz vector field, a smooth solution on the fixed time interval, a nearby solvable implicit branch and starting errors of the required order. The global order is three at and two at the other convergent parameter values. Outside this interval, zero-step perturbations already grow through either an exterior root or a unit-root polynomial factor.
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